Basel III and Securitisation swap: Difference between pages
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''Interest rate risk management''. | |||
A securitisation swap is an interest rate swap or a cross-currency interest rate swap undertaken in a securitisation. | |||
It is designed to hedge the interest rate risk or currency risk arising from any mismatches between the securities issued and the assets in the securitisation portfolio. | |||
== | == See also == | ||
* [[Cross-currency interest rate swap]] | |||
[ | * [[Interest rate swap]] | ||
* [[Securitisation]] | |||
* [[Securitisation special purpose vehicle]] | |||
* [[Security]] | |||
* [[Swap]] | |||
[[Category: | [[Category:Manage_risks]] | ||
Latest revision as of 23:45, 23 January 2024
Interest rate risk management.
A securitisation swap is an interest rate swap or a cross-currency interest rate swap undertaken in a securitisation.
It is designed to hedge the interest rate risk or currency risk arising from any mismatches between the securities issued and the assets in the securitisation portfolio.
